Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49658.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45597.2 Kr¶

PnL: ---------------------------------------> 541.2 Kr¶

DD now: ---------------------------------> -6.517 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:10:49.209617'

Anic Portfolio¶

Today¶

Return: 1.606 %¶

This Week¶

Return: 0.721 %¶

Total portfolio value¶

Return including deposits: 62.569 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.600000 1670.760000 201.760000 13.730000 1468.999998
Sedana Medical 93 3.910000 2669.100000 148.100000 5.870000 2521.000011
Orrön Energy 180 5.820000 2176.200000 133.200000 6.520000 2043.000000
Atrium Ljungberg B 5 4.620000 996.500000 61.500000 6.580000 935.000000
Platzer Fastigheter Holding B 12 4.700000 1015.200000 54.200000 5.640000 960.999996
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
JM 6 3.830000 911.400000 47.400000 5.490000 864.000000
Catena 2 4.380000 838.400000 46.400000 5.860000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.150000 998.640000 31.640000 3.270000 966.999996
BioGaia B 8 2.050000 953.600000 23.600000 2.540000 930.000000
VEF 909 3.000000 1872.540000 22.540000 1.220000 1850.000436
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
OX2 13 1.660000 956.150000 6.150000 0.650000 949.999999
EQT 4 0.970000 836.000000 4.000000 0.480000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.040000 776.100000 -2.900000 -0.370000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 -0.310000 898.700000 -22.300000 -2.420000 921.000003
SKF B 5 -1.770000 915.500000 -24.500000 -2.610000 940.000000
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Hexagon B 26 1.190000 3430.700000 -30.300000 -0.880000 3461.000010
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45597.200000 541.200000 -6.51716% 45056.000411

Updated:¶

'2023-07-04 16:11:06.776429'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶